Course

M657 - Probability Theory-I

Course No: 
M657
Credit: 
4
Approval: 
PG-Elective
Syllabus: 

Review of Basic undergraduate probability: Random variables, Standard discrete and continuous distributions, Expectation, Variance, Conditional Probability.

Discrete time Markov chains: countable state space, classification of states

Characteristic functions, modes of convergences, Borel-Cantelli Lemma, Central Limit Theorem, Law of Large numbers

Convergence Theorems in Markov Chains

Reference Books: 
  1. W. Feller: Introduction to Probability Theory and ins Applications Vol.I & Vol. II (Wiley)
  2. S. M. Ross: Introduction to Probability Models (AP)
  3. Hoel, Port & Stone: Introduction to Stochastic Processes (HMC)
  4. S. M. Ross: Stochastic Processes (Wiley)

Contact us

School of Mathematical Sciences

NISERPO- Bhimpur-PadanpurVia- Jatni, District- Khurda, Odisha, India, PIN- 752050

Tel: +91-674-249-4081

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